+576.6%
NTAP vs OVV
+48.9%
+527.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.0% | -10.7% | +5.8% | -2.8% |
| 30D | -25.8% | -5.3% | -20.5% | -25.0% |
| 3M | -6.9% | +2.4% | -9.3% | -7.6% |
| 6M | +50.0% | +5.7% | +44.4% | +47.6% |
| YTD | +66.9% | +56.8% | +10.2% | +51.2% |
| 1Y | +58.3% | +59.3% | -1.0% | +42.6% |
| 3Y | +145.1% | +49.0% | +96.2% | +119.8% |
| 5Y | +114.2% | +88.1% | +26.1% | +75.8% |
| 10Y | +576.6% | +42.5% | +534.0% | +368.5% |
| All | +576.6% | +48.9% | +527.7% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling